On the structure of the maximum entropy extension

DOI10.1080/02331938908843430MaRDI QIDQ3828138zbMATH OpenOpenAlexFDO

Authors B. Fritzsche, B. Kirstein

Publication date 1989

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331938908843430

zbMATH Keywords

band extensioncentral extensionmatrix ball descriptionmaximum entropy extensionnon-negative Hermitian block matrix extension

Mathematics Subject Classification ID

Factorization of matrices (15A23) Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25)

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Cites work

• A matrix extension problem with entropy optimization
• A Schur parametrization of non-negative Hermitian and contractive block matrices and the corresponding maximum entropy problems
• An Extension Problem for Non-Negative Hermitian Block Toeplitz Matrices
• Extensions of band matrices with band inverses
• On a Class of Matrix Completion Problems
• Shift invariant subspaces, factorization, and interpolation for matrices. I. The canonical case
• The maximum distance problem and band sequences

Cited in

(8)

• Inverse problems for positive Hermitian block Toeplitz matrices and nondegenerate Schur sequences
• Geometric aspects of the Carathéodory extension problem
• scientific article; zbMATH DE number 432969 (Why is no real title available?)
• A correlation-theoretical interpretation of schur analysis
• A schur analysis approach to maximum distance problems in hubert space and prediction
• A LINK BETWEEN THE MAXIMUM ENTROPY APPROACH AND THE VARIATIONAL ENTROPY FORM
• On Arov-normalized \(j_{pq}\)-elementary factors
• A Schur analysis approach to minimum distance problems

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